+107.2%
PFGC vs IFF
-35.8%
+143.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | -12.5% | -0.3% | -12.3% | -12.5% |
| 3M | -9.7% | +8.4% | -18.2% | -12.6% |
| 6M | +7.0% | +23.0% | -16.0% | -1.3% |
| YTD | +4.5% | +25.5% | -21.0% | -4.5% |
| 1Y | -11.6% | +29.1% | -40.6% | -20.2% |
| 3Y | +58.5% | +31.7% | +26.8% | +35.3% |
| All | +107.2% | -35.8% | +143.0% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling